Calculators

Every interactive tool in the atlas, in one place — 43 calculators, all running entirely in your browser (nothing is sent or stored anywhere). Each link jumps straight to the tool on its category page. All of them are simplified teaching models, for information and education only — never a valuation you can rely on. See the full disclaimer.

Options & equity derivatives

• Options strategy builder — combine up to 8 legs, see the joint payoff, breakevens, Greeks, T+0 value and a scenario table. The flagship.
• Black–Scholes pricer — price a call and put, see all the Greeks.
• Implied volatility solver — recover the vol a market price contains.
• Discount certificate profile — discount, cap, sideways return, buffer.
• Knock-out certificate — leverage, barrier distance, P&L per 1% move.
• Straddle breakeven / implied move — what an event is priced to deliver.
• Garman–Kohlhagen FX option pricer — Black–Scholes with two interest rates.
• Volatility converter — annual ↔ daily, expected move over any horizon.

Bonds & rates

• Bond price, duration & convexity — the full price–yield toolkit.
• Yield-to-maturity solver — from price to yield by bisection.
• Accrued interest & dirty price — what you actually pay.
• Tax-equivalent yield — comparing tax-exempt and taxable bonds.
• Real return after inflation — Fisher's equation, exactly.
• Swap MTM & DV01 — annuity, DV01, payer/receiver value.
• Implied forward rate — the rate hidden between two curve points.
• FRA settlement — lock a future rate, settle the difference.
• Carry & roll-down — what a position earns if the curve stands still.
• Cash-flow NPV & IRR solver — six cash flows, hurdle rate, verdict.

Credit

• CDS spread → default probability — the credit triangle.
• Spread-duration P&L — the credit trader's mental arithmetic.
• CDS–bond basis — the classic relative-value gap.
• Z-spread, I-spread & G-spread — one bond, three spread measures.

FX & money markets

• Covered interest parity / forward points — the no-arbitrage forward.
• Carry trade arithmetic — differential, leverage, breakeven.
• Position sizing from risk — size follows risk, never the reverse.
• T-bill yields — discount rate, bond-equivalent, effective.
• Repo haircut → leverage — the system's leverage dial.
• Nominal → effective yield (APY) — what compounding frequency is worth.
• Margin-call simulator — the distance to the call and to the wipeout.

Commodities & energy

• Cost of carry & roll yield — fair futures value, contango reading.
• Fuel switching & the carbon price — where gas undercuts coal.
• 3-2-1 crack spread — the refinery margin as a number.

Funds, equity & alternatives

• Dividend discount model — Gordon growth, on one screen.
• Compound growth & savings plan — the most consequential calculator here.
• Valuation quick check — P/E, PEG, implied return vs. the bond.
• MOIC & IRR — private-fund return arithmetic.
• Fee drag over time — what 2-and-20 compounds into.
• PE fund waterfall — gross to LP-net, past fees, pref and carry.
• Two-asset portfolio volatility — the diversification benefit, live.

Digital assets

• Perp funding APR/APY — what an 0.01%/8h really costs.
• Leverage decay (volatility drag) — the hidden toll of daily leverage.
• Impermanent loss — the LP's cost versus holding.